+8.2%
AJG vs SSNC
+49.3%
-41.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.9% |
| 7D | -8.3% | -4.0% | -4.2% | -6.8% |
| 30D | -5.7% | +0.5% | -6.2% | -5.8% |
| 3M | +9.1% | +18.9% | -9.8% | +2.2% |
| 6M | +15.2% | +10.8% | +4.4% | +10.2% |
| YTD | -6.3% | -7.1% | +0.8% | -5.3% |
| 1Y | -19.1% | -9.6% | -9.5% | -17.6% |
| 3Y | +8.2% | +51.1% | -42.8% | -3.0% |
| All | +8.2% | +49.3% | -41.0% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling